Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$1.62B |
| 2 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$413M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$348M |
| 4 |
Vanguard World Funds Extended Duration ETF
EDV
|
+$292M |
| 5 |
Vanguard Total Bond Market
BND
|
+$247M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$511M |
| 2 |
T-Mobile US
TMUS
|
+$338M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$245M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$239M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$230M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.78% |
| 2 | Technology | 1.71% |
| 3 | Healthcare | 0.83% |
| 4 | Communication Services | 0.73% |
| 5 | Financials | 0.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
EVRI
5001
DELISTED
Everi Holdings
EVRI
| $547K | ﹤0.01% |
66,336
+53,211
| +405% | +$369K |
|
|
GRP.U
5002
DELISTED
Granite Real Estate Investment Trust
GRP.U
| $547K | ﹤0.01% |
9,397
-89,103
| -90% | -$5.09M |
|
5003
VEON
VEON
$3.92B
| $547K | ﹤0.01% |
+16,478
| New | +$634K |
|
5004
Innovator US Equity Buffer ETF September
BSEP
$217M
| $546K | ﹤0.01% |
20,354
+9,394
| +86% | +$252K |
|
5005
Global X Artificial Intelligence & Technology ETF
AIQ
$10.4B
| $545K | ﹤0.01% |
23,190
+1,597
| +7% | +$36.1K |
|
5006
Bank of Hawaii
BOH
$3.13B
| $545K | ﹤0.01% |
10,780
-5,332
| -33% | -$298K |
|
|
CIL
5007
DELISTED
VictoryShares International Volatility Wtd ETF
CIL
| $545K | ﹤0.01% |
14,785
-17,840
| -55% | -$655K |
|
|
CVAC
5008
CALL
DELISTED
CureVac
CVAC
| $545K | ﹤0.01% |
+11,700
| New | +$653K |
|
5009
Donaldson
DCI
$11.1B
| $545K | ﹤0.01% |
11,747
-67,036
| -85% | -$3.26M |
|
5010
Cass Information Systems
CASS
$750M
| $544K | ﹤0.01% |
13,509
-3,408
| -20% | -$130K |
|
5011
CareDx
CDNA
$2.45B
| $544K | ﹤0.01% |
+14,349
| New | +$484K |
|
5012
CALL
Essent Group
ESNT
$6.14B
| $544K | ﹤0.01% |
14,700
+7,300
| +99% | +$261K |
|
5013
CALL
Liberty Media Series C
FWONK
$26B
| $544K | ﹤0.01% |
+15,514
| New | +$545K |
|
5014
John B. Sanfilippo & Son
JBSS
$989M
| $544K | ﹤0.01% |
+7,213
| New | +$601K |
|
5015
CALL
Service Corp International
SCI
$11.5B
| $544K | ﹤0.01% |
12,900
-6,000
| -32% | -$256K |
|
5016
iPath Series B S&P 500 VIX Mid-Term Futures ETN
VXZ
$30.5M
| $543K | ﹤0.01% |
3,992
+2,397
| +150% | +$319K |
|
5017
American Financial Group
AFG
$12B
| $542K | ﹤0.01% |
8,094
-58,855
| -88% | -$3.79M |
|
5018
Brookfield Renewable
BEPC
$6.5B
| $541K | ﹤0.01% |
+13,872
| New | +$465K |
|
5019
CALL
Brighthouse Financial
BHF
$3.44B
| $541K | ﹤0.01% |
20,100
+5,400
| +37% | +$157K |
|
5020
PUT
Churchill Downs
CHDN
$6.2B
| $541K | ﹤0.01% |
+6,600
| New | +$512K |
|
5021
Stratasys
SSYS
$767M
| $541K | ﹤0.01% |
43,376
-308,917
| -88% | -$4.51M |
|
5022
PUT
TC Energy
TRP
$66.3B
| $541K | ﹤0.01% |
12,900
-1,200
| -9% | -$54.9K |
|
|
RESE
5023
DELISTED
WisdomTree Emerging Markets ESG Fund
RESE
| $540K | ﹤0.01% |
17,573
-62,233
| -78% | -$1.9M |
|
|
DCH
5024
PUT
Dauch Corp
DCH
$1.61B
| $539K | ﹤0.01% |
93,400
+63,700
| +214% | +$456K |
|
5025
PUT
Delek US
DK
$4.12B
| $539K | ﹤0.01% |
48,400
+34,700
| +253% | +$534K |
|
Similar funds
Jane Street's Q3 2020 Portfolio in Review
As of Q3 2020, Jane Street held 8,448 positions worth $166B, up 25% from $133B the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Jane Street deployed $10.9B of net new capital in Q3 2020, opening 1,443 new positions and adding to 2,698 existing holdings. Its largest new stake was Vanguard World Funds Extended Duration ETF: 1,728,164 shares worth $286M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.8% of assets, up from 1.7% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was T-Mobile US, an estimated $338M trimmed.
- Jane Street's largest Q3 2020 buy was Vanguard World Funds Extended Duration ETF: 1,728,164 shares worth $286M.
- Jane Street added most to Amazon in Q3 2020, an estimated $1.62B increase.
- Jane Street's biggest Q3 2020 reduction was T-Mobile US, cutting an estimated $338M.
- Jane Street fully exited PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q3 2020, selling an estimated $511M.
- Jane Street's ten largest holdings make up 33% of its $166B portfolio in Q3 2020.
- Jane Street opened 1,443 new positions and closed 1,381 in Q3 2020.
- Jane Street's portfolio value rose 25% quarter-over-quarter to $166B.
Based on Jane Street's 13F filing for Q3 2020, filed 17 Nov 2020.